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107 lines
3.8 KiB
C++
107 lines
3.8 KiB
C++
/*
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* _IndicatorImp.cpp
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*
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* Created on: 2013-2-13
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* Author: fasiondog
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*/
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#include <hikyuu/indicator/Indicator.h>
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#include "../pybind_utils.h"
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namespace py = pybind11;
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using namespace hku;
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class PyIndicatorImp : public IndicatorImp {
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PY_CLONE(PyIndicatorImp, IndicatorImp)
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public:
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using IndicatorImp::IndicatorImp;
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bool check() override {
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PYBIND11_OVERLOAD(bool, IndicatorImp, check, );
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}
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void _calculate(const Indicator& ind) override {
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PYBIND11_OVERLOAD(void, IndicatorImp, _calculate, ind);
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}
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bool isNeedContext() const override {
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PYBIND11_OVERLOAD_NAME(bool, IndicatorImp, "is_need_context", isNeedContext, );
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}
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void _dyn_run_one_step(const Indicator& ind, size_t curPos, size_t step) override {
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PYBIND11_OVERLOAD(void, IndicatorImp, _dyn_run_one_step, ind, curPos, step);
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}
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bool supportIndParam() const override {
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PYBIND11_OVERLOAD_NAME(bool, IndicatorImp, "support_ind_param", supportIndParam, );
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}
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bool isSerial() const override {
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PYBIND11_OVERLOAD_NAME(bool, IndicatorImp, "is_serial", isSerial, );
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}
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void _dyn_calculate(const Indicator& ind) override {
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PYBIND11_OVERLOAD(void, IndicatorImp, _dyn_calculate, ind);
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}
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};
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const string& (IndicatorImp::*read_name)() const = &IndicatorImp::name;
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void (IndicatorImp::*write_name)(const string&) = &IndicatorImp::name;
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void (IndicatorImp::*set_ind_param1)(const string&, const Indicator&) = &IndicatorImp::setIndParam;
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void (IndicatorImp::*set_ind_param2)(const string&, const IndParam&) = &IndicatorImp::setIndParam;
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void export_IndicatorImp(py::module& m) {
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py::class_<IndicatorImp, IndicatorImpPtr, PyIndicatorImp>(
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m, "IndicatorImp", R"(指标实现类，定义新指标时，应从此类继承
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子类需实现以下接口：
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- _clone() -> IndicatorImp
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- _calculate(ind) ：指标计算
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- isNeedContext(bool) ：是否依赖上下文)")
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.def(py::init<>())
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.def(py::init<const string&>(), R"(
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:param str name: 指标名称)")
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.def(py::init<const string&, size_t>(), R"(
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:param str name: 指标名称
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:param int result_num: 指标结果集数量)")
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.def("__str__", to_py_str<IndicatorImp>)
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.def("__repr__", to_py_str<IndicatorImp>)
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.def_property("name", read_name, write_name, py::return_value_policy::copy, "指标名称")
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.def_property_readonly("discard", &IndicatorImp::discard, "结果中需抛弃的个数")
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.def("get_parameter", &IndicatorImp::getParameter, py::return_value_policy::copy,
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"获取内部参数类对象")
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.def("have_param", &IndicatorImp::haveParam)
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.def("get_param", &IndicatorImp::getParam<boost::any>)
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.def("set_param", &IndicatorImp::setParam<boost::any>)
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.def("have_ind_param", &IndicatorImp::haveIndParam)
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.def("support_ind_param", &IndicatorImp::supportIndParam)
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.def("get_ind_param", &IndicatorImp::getIndParam)
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.def("set_ind_param", set_ind_param1)
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.def("set_ind_param", set_ind_param2)
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.def("set_discard", &IndicatorImp::setDiscard)
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.def("_set", &IndicatorImp::_set, py::arg("val"), py::arg("pos"), py::arg("num") = 0)
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.def("_ready_buffer", &IndicatorImp::_readyBuffer)
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.def("get_result_num", &IndicatorImp::getResultNumber)
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.def("get_result_as_price_list", &IndicatorImp::getResultAsPriceList)
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.def("calculate", &IndicatorImp::calculate)
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.def("check", &IndicatorImp::check)
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.def("clone", &IndicatorImp::clone)
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.def("_calculate", &IndicatorImp::_calculate)
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.def("_dyn_run_one_step", &IndicatorImp::_dyn_run_one_step)
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.def("_dyn_calculate", &IndicatorImp::_dyn_calculate)
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.def("is_need_context", &IndicatorImp::isNeedContext)
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.def("is_leaf", &IndicatorImp::isLeaf)
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.def("is_serial", &IndicatorImp::isSerial)
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DEF_PICKLE(IndicatorImpPtr);
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}
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